Search results for "jump"
showing 10 items of 401 documents
IMEX schemes for pricing options under jump–diffusion models
2014
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…
Does corn market uncertainty impact the US ethanol prices?
2018
The growing interest in biofuel as a green energy source has intensified the linkages between corn and ethanol markets, especially in the United States that represents the largest producing and exporting country for ethanol in the world. In this study, we examine the effect of corn market uncertainty on the price changes of US ethanol applying a set of GARCH-jump models. We find that the US ethanol price changes react positively to the corn market volatility shocks after controlling for the effect of oil price uncertainty. In addition, we document that the impact of corn price volatility on the US ethanol prices appears to be asymmetric. Specifically, only the positive corn market volatilit…
Liikkumallako apua tarkkaavaisuuteen? : tapaustutkimus tarkkaavaisuushäiriöisille lapsille suunnatusta liikuntakerhosta
2004
A Time-Non-Homogeneous Double-Ended Queue with Failures and Repairs and Its Continuous Approximation
2018
We consider a time-non-homogeneous double-ended queue subject to catastrophes and repairs. The catastrophes occur according to a non-homogeneous Poisson process and lead the system into a state of failure. Instantaneously, the system is put under repair, such that repair time is governed by a time-varying intensity function. We analyze the transient and the asymptotic behavior of the queueing system. Moreover, we derive a heavy-traffic approximation that allows approximating the state of the systems by a time-non-homogeneous Wiener process subject to jumps to a spurious state (due to catastrophes) and random returns to the zero state (due to repairs). Special attention is devoted to the cas…
Izglītojošu spēļu satura pārvaldības sistēma latviešu studentiem
2021
Mūsdienās informācijas daudzums sasniedza tik lielus apjomus, ka mēs fiziski nevarētu izpētīt to visu savā dzīves laikā. Informācijas plūsma mainās tik strauji, ka mēs cenšamies iegaumēt uzreiz visu informāciju kopumā, nepievēršot pienācīgo uzmanību detaļām un sīkumiem. Mums vairs nav tik viegli ilgi koncentrēties uz vienas lietas, jo ir vēl daudz informācijas, kuru mēs vēlamies iegaumēt. Līdz ar to cilvēkiem ir vieglāk uztvert informāciju pa fragmentiem, pa daļām, jo šajā informācijās kopumā informācija mainās ļoti strauji, tāpēc tās padošanai jābūt īslaicīgai, lai tai nevajadzētu terēt daudz laika un pievērst lielo uzmanību. Darba mērķis ir izveidot tīmekļa programmatūru ar kuru palīdzību…
Preču cenu uzraudzības sistēma
2015
Preču cenu uzraudzības sistēma “WebApiPrice” ir tīmekļa lietojumprogrammas saskarne, kas ļauj lietotājam uzzināt sev interesējošu produktu cenas lielveikalos neizkustoties no mājām. Sākotnējā sistēmas versija paredzēta tīmekļa klient programmatūras izstrādātājiem, lai varētu to piedāvāt plašākai auditorijai. Sistēma ļauj lietotājam apskatīt dažādu kategoriju produktu cenas veikalos un izveidot savu produktu grozu, lai piekļūtu sev interesējošiem produktiem vēl ātrāk. Sistēma arī piedāvā iespēju lietotājam pievienot jaunus produktus, atjaunot produktu cenas, un izveidot jaunas produktu kategorijas, tādējādi uzlabojot sistēmas funkcionalitāti.
Numerical Simulations of the Flow Field of a Submerged Hydraulic Jump over Triangular Macroroughnesses
2021
The submerged hydraulic jump is a sudden change from the supercritical to subcritical flow, specified by strong turbulence, air entrainment and energy loss. Despite recent studies, hydraulic jump characteristics in smooth and rough beds, the turbulence, the mean velocity and the flow patterns in the cavity region of a submerged hydraulic jump in the rough beds, especially in the case of triangular macroroughnesses, are not completely understood. The objective of this paper was to numerically investigate via the FLOW-3D model the effects of triangular macroroughnesses on the characteristics of submerged jump, including the longitudinal profile of streamlines, flow patterns in the cavity regi…
Effects of 5-Week of FIFA 11+ Warm-Up Program on Explosive Strength, Speed, and Perception of Physical Exertion in Elite Female Futsal Athletes
2022
Futsal is a sport that originates from soccer and is increasingly practiced all over the world. Since training and warm-up protocols should be sport-specific in order to reduce injuries and maximize performance, this study aimed to evaluate the effects of 5 weeks of the FIFA 11+ warm-up program on explosive strength, speed, and perception of physical exertion in elite female futsal athletes. Twenty-nine elite female futsal athletes participating in the Italian national championships were divided into two groups: the experimental group (EG) underwent 5 weeks of the FIFA 11+ warm-up program, and the control group (CG) underwent 5 weeks of a dynamic warm-up. We evaluated any effect on explosiv…
The role of school physical education on adolescents' fitness levels during the pandemic period from COVID-19: An observational study of the Italian …
2022
ObjectivesIn Italy, in 2013, a new school curriculum with a sport character was established in high schools, called Sports High School (SHS). The aims of this study were: (1) to assess the fitness levels of SHS students who, respecting all the safety rules to limit the spread of COVID-19, practiced physical education (PE) at school with continuity for almost all of 2021, and to compare them with Traditional High School (THS) students; (2) to evaluate as the SHS may have influenced the fitness levels in adolescents.MethodsThis is a case-control study in which thirty participants were enrolled (SHS: n = 15; THS: n = 15). To assess the fitness levels, the following tests were administered: the…